STRATEGY VWAP MOMENTUM

20251001 (Wednesday, DoW=3)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 7

Periodo: 2025-10-01 01:01:00 - 2025-10-01 22:59:00

Exposure Days: 1

Trades per Day: 7.00

Avg Duration: 182.57 min

Median Duration: 165.00 min

PERFORMANCE

Total Profit: $5,235.00

Avg Profit: $747.86

Median Profit: $760.00

Std Profit: $1,821.78

Profit Factor: 2.73

WIN/LOSS

Win Rate: 50.0%

Winners / Losers: 3 / 3 (Ratio: 1:2)

Gross Profit: $8,260.00

Gross Loss: $-3,025.00

Avg Winner: $2,065.00

Avg Loser: $-1,008.33

Avg Winner / Avg Loser: (Ratio: 1:2.05)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-3,000.00

Sharpe Ratio: 0.41

Sortino Ratio: 0.88

Ulcer Index: 25.77

EXIT REASONS

TARGET exits: 3 (42.9%)

STOP exits: 2 (28.6%)

EOD exits: 1 (14.3%)

LONG ENTRIES (BUY)

Total LONG: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $4,260.00

Avg P&L: $1,065.00

SHORT ENTRIES (SELL)

Total SHORT: 3

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $975.00

Avg P&L: $325.00

CUMULATIVE P&L